Kleijn, R. and van Dijk, H. (2006). Bayes model averaging of cyclical decompositions in economic time series Journal of Applied Econometrics, 21(2):191--212.
23 Key Publications
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Swanson, N. and van Dijk, D. (2006). Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry. Journal of Business and Economic Statistics, 24(1):24--42.
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Kleibergen, F.(. and Paap, R. (2006). Generalized reduced rank tests using the singular value decomposition. Journal of Econometrics, 133(1):97--126.